JP Morgan Call 370 WAT 18.10.2024
/ DE000JT8P7T5
JP Morgan Call 370 WAT 18.10.2024/ DE000JT8P7T5 /
| 12/09/2024 10:38:48 |
Chg.-0.030 |
Bid16:07:44 |
Ask16:07:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-7.14% |
0.220
Bid Size: 2,000 |
0.720
Ask Size: 2,000 |
Waters Corp |
370.00 USD |
18/10/2024 |
Call |
Master data
| WKN: |
JT8P7T |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Waters Corp |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
370.00 USD |
| Maturity: |
18/10/2024 |
| Issue date: |
22/08/2024 |
| Last trading day: |
17/10/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.27 |
| Parity: |
-3.93 |
| Time value: |
1.27 |
| Break-even: |
348.76 |
| Moneyness: |
0.88 |
| Premium: |
0.18 |
| Premium p.a.: |
4.14 |
| Spread abs.: |
0.91 |
| Spread %: |
250.00% |
| Delta: |
0.33 |
| Theta: |
-0.34 |
| Omega: |
7.72 |
| Rho: |
0.08 |
Quote data
| Open: |
0.390 |
| High: |
0.390 |
| Low: |
0.390 |
| Previous Close: |
0.420 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.07% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.610 |
0.420 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.526 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
